Hi Bob and all
When I checked the Index for baptisms in the Marylebone Index, I did so on a film ordered from the Library Catalogue of the LDS. I thought I'd check if they did one for burials, but the only year they have is an index for burials is 1811, so that is not much good. They do an index for baptisms for 1813 - 1827 which was the one I looked at. They also have a marriage index for 1754 - 1875, but I did not order this index so have not seen it. Having now looked at the LDS site, I agree with Bob, that the Marylebone burials are unlikely to have been indexed (except for the year 1811 done by the LDS)
Just a bit more about the history of the parishes - just in case it is of use. I've been browsing a bit on the Internet, and think this is correct -
Bromley St Leonard was originally part of the large parish of
Stepney from which it split in 1536. The parish church of St Leonard was St. Mary's. Bromley St Leonard was sometimes called just Bromley and sometimes Bromley by Bow. The name St. Leonard came from a 12th century convent that used to be there. Bromley St Leonard was the original parish but as time went on Bromley had other churches and smaller parishes were formed. St. Mary's the original parish church of Bromley St. Leonard was in the High Street. This church was destroyed as a result of bombing and then the construction of Blackwall Tunnel. In 1952 it united with St. Andrew's, Bromley (created in 1900) and in 1963 these two churches were united with St. Mary, Stratford Le Bow. As they did not unite until 1963, I would have expected earlier records to be under the name of the original parish, but I may be wrong about this.
I know that West Surrey FHS do some useful guides to how the London and Middlesex area parishes were formed. I got a good little map from them a few years ago which sets out the pre 1837 parishes and says when the parishes were formed. I tried to print it out and send to the list as an attachment but I couldn't do it. If anyone wants a copy, I could try sending it to your private e-mail address or it may be easier to photocopy it and post, but I would need an address for this which you may not like to give out on the list. It is A3 size, so could be a bit large to e-mail.
Looking at the link to the National Archive Site that you gave in your message, it looks as if you looked at the right index for baptisms at the time in which we are interested. I'd say you would expect to find baptisms indexed in X102/066 for the period Jan 1813 - Apr 1831. It looks as if other years are also indexed on X102/066, so you want the look at the index to film X97/262.
Regarding the parish of Marylebone. As well as the parish church there were Christchurch, Conway Road, Marylebone which dates from 1825, Holy Trinity Marylebone Road which dates from 1828, All Souls, Langham Place which dates from 1825 and finally St. Mary, Bryanstone Square which we know was close to the TRAIES family, but as it dates from 1825 is unlikely to help very much.
Bye for now
Bernice